Courses / Intermediate
◆ VIA Capital Certified: Fixed IncomeFixed Income & Macro Strategy
Curves, carry and credit: how rates desks actually think.
About this course
An eighteen-module programme on the rates and credit complex: pricing, curve construction, carry and roll-down, and how macro data translates into positioning.
Curriculum
Module 1 · 4h
Bond mathematics
Price, yield, duration, convexity.
Module 2 · 4h
Curve construction
Bootstrapping and the discount curve.
Module 3 · 3h
Carry & roll-down
Where the return actually comes from.
Module 4 · 4h
Credit spreads
Default, recovery and the risk premium.
Module 5 · 3h
Macro to positioning
Reading a print and trading it.
Your instructor
E
Elena Marchetti
Former Rates PM, Adriatic Growth